DFA Emerging Markets Core Equity Fund (DFCEX)
The Portfolio purchases a broad and diverse group of securities associated with emerging markets, which may include frontier markets (emerging market countries in an earlier stage of development), authorized for investment by Dimensional Fund Advisors LP's (the "Advisor") Investment Committee ("Approved Markets"). It may gain exposure to companies in Approved Markets by purchasing equity securities in the form of depositary receipts, which may be listed or traded outside the issuer's domicile country.
Fund Info
| ISIN | US2332034212 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Apr 4, 2005 |
| Category | Emerging Markets Diversified |
| Min. Investment | $0 |
| Asset Class | Multi-Asset |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
DFCEX has a high expense ratio of 0.40%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Emerging Markets Core Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
DFA Emerging Markets Core Equity Fund had a return of 6.76% year-to-date (YTD) and 17.84% in the last 12 months. Over the past 10 years, DFA Emerging Markets Core Equity Fund had an annualized return of 4.24%, while the S&P 500 had an annualized return of 10.79%, indicating that DFA Emerging Markets Core Equity Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.76% | 9.47% |
| 1 month | 4.37% | 1.91% |
| 6 months | 15.05% | 18.36% |
| 1 year | 17.84% | 26.61% |
| 5 years (annualized) | 6.72% | 12.90% |
| 10 years (annualized) | 4.24% | 10.79% |
Monthly Returns
The table below presents the monthly returns of DFCEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.39% | 4.16% | 1.75% | 1.05% | 6.76% | ||||||||
| 2023 | 8.29% | -5.23% | 2.89% | 0.00% | -1.41% | 4.40% | 5.50% | -4.99% | -1.74% | -3.65% | 7.73% | 3.92% | 15.45% |
| 2022 | -0.44% | -2.05% | -1.33% | -5.65% | 0.93% | -7.38% | 0.38% | -0.38% | -10.91% | -1.31% | 14.73% | -2.39% | -16.44% |
| 2021 | 1.32% | 3.13% | 0.78% | 2.66% | 2.29% | 1.22% | -4.74% | 2.10% | -3.62% | 0.48% | -3.22% | 3.72% | 5.82% |
| 2020 | -6.06% | -5.13% | -19.55% | 10.85% | 1.74% | 7.08% | 8.09% | 1.14% | -0.78% | 1.29% | 11.06% | 7.77% | 13.86% |
| 2019 | 8.16% | -0.62% | 1.05% | 1.34% | -5.77% | 5.62% | -2.63% | -4.22% | 2.73% | 3.99% | -0.68% | 7.04% | 16.03% |
| 2018 | 7.06% | -4.55% | -0.51% | -1.31% | -3.65% | -5.21% | 3.17% | -2.47% | -1.81% | -8.45% | 4.75% | -2.39% | -15.25% |
| 2017 | 6.11% | 3.91% | 3.11% | 1.77% | 1.94% | 0.89% | 4.92% | 2.32% | -0.76% | 3.18% | 0.63% | 3.74% | 36.55% |
| 2016 | -4.63% | -0.60% | 13.16% | 1.19% | -4.28% | 5.55% | 5.49% | 1.00% | 1.33% | 0.11% | -5.44% | 0.24% | 12.36% |
| 2015 | 0.79% | 2.88% | -1.68% | 6.89% | -3.54% | -2.67% | -6.69% | -8.72% | -2.10% | 5.72% | -3.21% | -2.46% | -14.84% |
| 2014 | -6.32% | 3.62% | 3.65% | 0.72% | 3.30% | 2.60% | 0.91% | 3.10% | -6.97% | 0.55% | -1.05% | -4.21% | -0.92% |
| 2013 | 0.88% | -0.68% | -1.06% | 1.14% | -2.74% | -7.19% | 1.36% | -2.58% | 7.15% | 4.31% | -1.64% | -0.90% | -2.65% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFCEX is 54, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
DFCEX (DFA Emerging Markets Core Equity Fund)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Emerging Markets Core Equity Fund (DFCEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Emerging Markets Core Equity Fund granted a 3.35% dividend yield in the last twelve months. The annual payout for that period amounted to $0.80 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.80 | $0.79 | $0.76 | $0.65 | $0.41 | $0.53 | $0.45 | $0.45 | $0.35 | $0.36 | $0.39 | $0.40 |
Dividend yield | 3.35% | 3.53% | 3.78% | 2.59% | 1.70% | 2.42% | 2.33% | 1.92% | 1.99% | 2.28% | 2.04% | 2.03% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Emerging Markets Core Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | |||||||
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.32 | $0.79 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.17 | $0.76 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.21 | $0.65 |
| 2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.07 | $0.41 |
| 2019 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.12 | $0.53 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.13 | $0.45 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.14 | $0.45 |
| 2016 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.35 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.11 | $0.36 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.11 | $0.39 |
| 2013 | $0.01 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.40 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA Emerging Markets Core Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the DFA Emerging Markets Core Equity Fund was 64.58%, occurring on Nov 20, 2008. Recovery took 476 trading sessions.
The current DFA Emerging Markets Core Equity Fund drawdown is 3.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.58% | Nov 1, 2007 | 266 | Nov 20, 2008 | 476 | Oct 13, 2010 | 742 |
| -42.33% | Jan 29, 2018 | 541 | Mar 23, 2020 | 187 | Dec 16, 2020 | 728 |
| -33.79% | Sep 8, 2014 | 346 | Jan 21, 2016 | 332 | May 16, 2017 | 678 |
| -30.05% | Jun 7, 2021 | 350 | Oct 24, 2022 | — | — | — |
| -30.03% | Apr 28, 2011 | 110 | Oct 3, 2011 | 732 | Sep 3, 2014 | 842 |
Volatility
Volatility Chart
The current DFA Emerging Markets Core Equity Fund volatility is 3.37%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.